Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0,38% | 2,63 CHF | 2,64 CHF | 113 000 | 113 000 | 112 300 | 112 300 | 298 425 CHF | 299 548 CHF | 99,44% | 99,44% |
19/11/2024 | 0,38% | 2,62 CHF | 2,63 CHF | 113 000 | 113 000 | 112 951 | 112 951 | 297 766 CHF | 298 895 CHF | 100,00% | 100,00% |
18/11/2024 | 0,38% | 2,65 CHF | 2,66 CHF | 113 000 | 113 000 | 112 997 | 112 997 | 297 163 CHF | 298 293 CHF | 99,88% | 99,88% |
15/11/2024 | 0,38% | 2,62 CHF | 2,63 CHF | 113 000 | 113 000 | 113 673 | 113 673 | 296 558 CHF | 297 695 CHF | 100,00% | 100,00% |
14/11/2024 | 0,39% | 2,59 CHF | 2,60 CHF | 114 000 | 114 000 | 114 612 | 114 612 | 293 507 CHF | 294 654 CHF | 98,56% | 98,56% |
13/11/2024 | 0,40% | 2,52 CHF | 2,53 CHF | 115 000 | 115 000 | 115 518 | 115 518 | 290 816 CHF | 291 971 CHF | 100,00% | 100,00% |
12/11/2024 | 0,40% | 2,47 CHF | 2,48 CHF | 117 000 | 117 000 | 115 585 | 115 585 | 290 528 CHF | 291 684 CHF | 99,90% | 99,90% |
11/11/2024 | 0,39% | 2,57 CHF | 2,58 CHF | 114 000 | 114 000 | 114 635 | 114 635 | 293 927 CHF | 295 074 CHF | 100,00% | 100,00% |
08/11/2024 | 0,40% | 2,50 CHF | 2,51 CHF | 116 000 | 116 000 | 115 899 | 115 899 | 290 288 CHF | 291 447 CHF | 98,30% | 98,30% |
07/11/2024 | 0,39% | 2,56 CHF | 2,57 CHF | 115 000 | 115 000 | 114 549 | 114 549 | 293 949 CHF | 295 094 CHF | 100,00% | 100,00% |